+1,315.8%
QLD vs FICO
+514.7%
+801.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.6% | -13.2% |
| 7D | -18.6% | -0.3% | -18.3% | -18.6% |
| 30D | -28.3% | +1.7% | -30.0% | -30.9% |
| 3M | -20.4% | -35.2% | +14.8% | -6.2% |
| 6M | -14.3% | -33.7% | +19.4% | -6.9% |
| YTD | +2.8% | -58.2% | +60.9% | +46.3% |
| 1Y | -1.2% | -56.6% | +55.4% | +35.8% |
| 3Y | +135.3% | -24.0% | +159.3% | +78.1% |
| 5Y | +62.6% | +86.1% | -23.5% | -45.8% |
| All | +1,315.8% | +514.7% | +801.1% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling